David Alexander Rakowski : Citation Profile


Are you David Alexander Rakowski?

University of Texas-Arlington

5

H index

4

i10 index

114

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 8
   Journals where David Alexander Rakowski has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 3 (2.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pra366
   Updated: 2022-05-21    RAS profile: 2022-02-16    
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Relations with other researchers


Works with:

Pastor, Lubos (2)

van Kervel, Vincent (2)

Liew, Chee (2)

Park, Andreas (2)

Abudy, Menachem (2)

Schwarz, Marco (2)

Adrian, Tobias (2)

FERROUHI, EL MEHDI (2)

Nielsson, Ulf (2)

Lopez-Lira, Alejandro (2)

Walther, Thomas (2)

Theissen, Erik (2)

Gehrig, Thomas (2)

Dreber, Anna (2)

Colliard, Jean-Edouard (2)

Xia, Shuo (2)

Patel, Vinay (2)

Gerritsen, Dirk (2)

Schenk-Hoppé, Klaus (2)

Foucault, Thierry (2)

Gorbenko, Arseny (2)

Xiu, Dacheng (2)

Wong, Wing-Keung (2)

Ait-Sahalia, Yacine (2)

Lof, Matthijs (2)

Bouri, Elie (2)

Lajaunie, Quentin (2)

Hurlin, Christophe (2)

Ferrara, Gerardo (2)

Palan, Stefan (2)

Verousis, Thanos (2)

Hautsch, Nikolaus (2)

Putnins, Talis (2)

Kassner, Bernhard (2)

Reitz, Stefan (2)

Bohorquez Correa, Santiago (2)

Vilkov, Grigory (2)

Horenstein, Alex (2)

Davies, Ryan (2)

Moinas, Sophie (2)

Caporin, Massimiliano (2)

Johannesson, Magnus (2)

PASCUAL, ROBERTO (2)

Regis, Luca (2)

Frijns, Bart (2)

Rinne, Kalle (2)

Pasquariello, Paolo (2)

Harris, Jeffrey (2)

Sarno, Lucio (2)

Ranaldo, Angelo (2)

Patton, Andrew (2)

Smales, Lee (2)

Holzmeister, Felix (2)

Pelizzon, Loriana (2)

Alexeev, Vitali (2)

Menkveld, Albert (2)

Stefanova, Denitsa (2)

Dumitrescu, Ariadna (2)

CAPELLE-BLANCARD, Gunther (2)

Bos, Charles (2)

Wilhelmsson, Anders (2)

Deev, Oleg (2)

Zhou, Chen (2)

Wolff, Christian (2)

Jurkatis, Simon (2)

Jalkh, Naji (2)

Dimpfl, Thomas (2)

Talavera, Oleksandr (2)

Scaillet, Olivier (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David Alexander Rakowski.

Is cited by:

Kutan, Ali (4)

Caporale, Guglielmo Maria (3)

Zheng, Lu (2)

Schmeling, Maik (2)

Rho, Caterina (2)

Rohleder, Martin (2)

Jank, Stephan (2)

Menkhoff, Lukas (2)

Jinjarak, Yothin (2)

Serwa, Dobromił (2)

Spagnolo, Nicola (2)

Cites to:

Odean, Terrance (8)

Campbell, John (8)

Fama, Eugene (7)

Pastor, Lubos (7)

Barber, Brad (7)

French, Kenneth (6)

Zheng, Lu (6)

Carhart, Mark (5)

nanda, vikram (5)

Ho, Teck (4)

Hong, Harrison (4)

Main data


Where David Alexander Rakowski has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Empirical Finance2
Quarterly Journal of Finance (QJF)2

Recent works citing David Alexander Rakowski (2021 and 2020)


YearTitle of citing document
2021Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk. (2021). Roncalli, Thierry. In: Papers. RePEc:arx:papers:2110.01302.

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2021A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04.

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2020Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?. (2020). Marti, Carmen Pilar. In: Ensayos de Economía. RePEc:col:000418:018307.

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2021Online social networks and corporate investment similarity. (2021). Zhang, Xueyong ; Jing, Wei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000420.

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2020Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x.

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2021Investment restrictions and fund performance. (2021). Hong, Xin ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:317-336.

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2020ETF use among actively managed mutual fund portfolios. (2020). Shirley, Sara E ; Sherrill, Eli D ; Stark, Jeffrey R. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303593.

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2022Intraday time series momentum: Global evidence and links to market characteristics. (2022). Urquhart, Andrew ; Sakkas, Athanasios ; Li, Zeming. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100001x.

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2021Negative peer disclosure. (2021). Lei, Lijun ; Fang, Vivian W ; Cao, Sean Shun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:815-837.

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2021A sentiment-based risk indicator for the Mexican financial sector. (2021). Rho, Caterina ; Guizar, Brenda Palma ; Fernandez, Raul. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:2:y:2021:i:3:s2666143821000168.

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2021Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies. (2021). Shen, Dehua ; Goodell, John W ; Li, Yue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:723-746.

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2021Regime-Switching Determinants of Mutual Fund Performance in South Africa. (2021). Apau, Richard ; Muzindutsi, Paul-Francois ; Moores-Pitt, Peter. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:161-:d:662523.

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2021.

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2020The Exclusive Role of Centralized Fund Family Management. (2020). Benson, Karen ; Sun, Zhen ; Hunter, David. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:58:y:2020:i:2:d:10.1007_s10693-019-00328-2.

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2021R&D investment intensity and jump volatility of stock price. (2021). Larsen, David ; John, Kose ; Jiang, Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00944-3.

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2022Wisdom of the crowd and stock price crash risk: evidence from social media. (2022). Vakilzadeh, Hamid ; Mammadov, Babak ; Hossain, Md Miran. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:2:d:10.1007_s11156-021-01007-x.

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2020Research on the Effect of Marketing Mix on the Competitive Advantage: A Study of Selected Small and Medium Enterprises in Bole Sub City, Addis Ababa, Ethiopia. (2020). Mesfin, Hagos ; Tang, Zhang You ; Youtang, Zhang. In: International Journal of Management Science and Business Administration. RePEc:mgs:ijmsba:v:7:y:2020:i:1:p:15-28.

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2022Are religious investors financially smart? evidence from equity funds. (2022). Yas, Murat ; Shah, Mohamed Eskandar ; Aysan, Ahmet Faruk. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00240-2.

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2021Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis. (2021). Caporale, Guglielmo Maria ; Spagnolo, Nicola ; Babalos, Vassilios. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5.

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2021Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09539-7.

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2021Fixed income mutual fund performance during and after a crisis: a Canadian case. (2021). Shah, Meet ; Samarbakhsh, Laleh. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09541-z.

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2021The clientele effect around the turn of the year: evidence from the bond markets. (2021). Kotomin, Vladimir. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:4:d:10.1007_s12197-021-09550-y.

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2021Antecedents of Equity Fund Performance: A Contingency Perspective. (2021). Liu, Li Xian ; al Farooque, Omar ; Jiang, Fuming. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:24:y:2021:i:01:n:s0219091521500065.

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2020Why do mutual funds hold lottery stocks?. (2020). Jiang, Lei ; Agarwal, Vikas ; Wen, Quan. In: CFR Working Papers. RePEc:zbw:cfrwps:2008.

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2020Implied cost of capital and mutual fund performance. (2020). Hendriock, Mario. In: CFR Working Papers. RePEc:zbw:cfrwps:2011.

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2021Private company valuations by mutual funds. (2021). Yasuda, Ayako ; Hameed, Allaudeen ; Cheng, SI ; Barber, Brad M ; Agarwal, Vikas. In: CFR Working Papers. RePEc:zbw:cfrwps:2109.

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Works by David Alexander Rakowski:


YearTitleTypeCited
2021Twitter activity, investor attention, and the diffusion of information In: Financial Management.
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article8
2019The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach In: The Financial Review.
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article3
2010Fund Flow Volatility and Performance In: Journal of Financial and Quantitative Analysis.
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article27
2017Tail-risk hedging, dividend chasing, and investment constraints: The use of exchange-traded notes by mutual funds In: Journal of Empirical Finance.
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article2
2021Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution In: Journal of Empirical Finance.
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article0
2011Capacity and factor timing effects in active portfoliomanagement In: Journal of Financial Markets.
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article1
2020What drives the market for exchange-traded notes? In: Journal of Banking & Finance.
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article1
2007Daily mutual fund flows and redemption policies In: Journal of Banking & Finance.
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article21
2008Decomposing liquidity along the limit order book In: Journal of Banking & Finance.
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article13
2009The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation In: Journal of Banking & Finance.
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article35
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
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paper0
2021Non-Standard Errors.(2021) In: Working Papers.
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paper
2008The antecedents of simultaneous appointments to CEO and Chair In: Journal of Management & Governance.
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article2
2015A Note on the Sources of Portfolio Returns: Underlying Stock Returns and the Excess Growth Rate In: Critical Finance Review.
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article0
2014Time-varying flow-performance sensitivity and investor sophistication In: Journal of Asset Management.
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article1
2021Currency risk exposure and the presidential effect in stock returns In: Journal of Economics and Finance.
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article0
2019U.S. presidential cycles and the foreign exchange market In: Review of Financial Economics.
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article0
2016Geography and Local (Dis)advantage: Evidence from Muni Bond Funds In: Quarterly Journal of Finance (QJF).
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article0
2018Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach In: Quarterly Journal of Finance (QJF).
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article0

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